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LVHI vs. FTLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LVHI vs. FTLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin International Low Volatility High Dividend Index ETF (LVHI) and First Trust Long/Short Equity ETF (FTLS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LVHI achieves a 18.29% return, which is significantly higher than FTLS's 6.03% return. Over the past 10 years, LVHI has outperformed FTLS with an annualized return of 11.87%, while FTLS has yielded a comparatively lower 9.59% annualized return.


LVHI

1D
-0.70%
1M
5.74%
6M
13.36%
YTD
18.29%
1Y
34.81%
3Y*
22.13%
5Y*
16.77%
10Y*
11.87%
ALL TIME*
11.67%

FTLS

1D
-0.31%
1M
1.85%
6M
4.95%
YTD
6.03%
1Y
13.39%
3Y*
13.13%
5Y*
10.06%
10Y*
9.59%
ALL TIME*
9.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.26M$8.04M$8.94M
$37.17M$30.23M$26.64M

LVHI vs. FTLS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LVHI
Franklin International Low Volatility High Dividend Index ETF
18.29%27.12%14.81%17.45%3.84%18.19%-8.76%18.35%-5.22%12.26%
FTLS
First Trust Long/Short Equity ETF
6.03%9.09%18.80%16.94%-5.56%19.65%2.56%16.16%-4.81%14.41%

Correlation

The correlation between LVHI and FTLS is 0.43, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.43

Correlation (3Y)
Balances recent behavior with more history.

0.41

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.48

Correlation (10Y)
Provides a long-term view across more market conditions.

0.47

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2016

0.47

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Return for Risk

LVHI vs. FTLS — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LVHI
LVHI Risk / Return Rank: 9797
Overall Rank
LVHI Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LVHI Sortino Ratio Rank: 9797
Sortino Ratio Rank
LVHI Omega Ratio Rank: 9797
Omega Ratio Rank
LVHI Calmar Ratio Rank: 9696
Calmar Ratio Rank
LVHI Martin Ratio Rank: 9696
Martin Ratio Rank

FTLS
FTLS Risk / Return Rank: 7575
Overall Rank
FTLS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FTLS Sortino Ratio Rank: 7070
Sortino Ratio Rank
FTLS Omega Ratio Rank: 6767
Omega Ratio Rank
FTLS Calmar Ratio Rank: 8888
Calmar Ratio Rank
FTLS Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LVHI vs. FTLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin International Low Volatility High Dividend Index ETF (LVHI) and First Trust Long/Short Equity ETF (FTLS). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LVHIFTLSDifference
Sharpe ratioReturn per unit of total volatility

+2.15

Sortino ratioReturn per unit of downside risk

+2.80

Omega ratioGain probability vs. loss probability

1.71

1.28

+0.43

Calmar ratioReturn relative to maximum drawdown

5.76

3.55

+2.21

Martin ratioReturn relative to average drawdown

24.05

10.80

+13.25

LVHI vs. FTLS - Sharpe Ratio Comparison

The current LVHI Sharpe Ratio is 3.72, which is higher than the FTLS Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of LVHI and FTLS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LVHI vs. FTLS - Drawdown Comparison

The maximum LVHI drawdown since its inception was -32.31%, which is greater than FTLS's maximum drawdown of -20.54%. Use the drawdown chart below to compare losses from any high point for LVHI and FTLS.


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Drawdown Indicators


LVHIFTLSDifference

Max Drawdown

Largest peak-to-trough decline

-32.31%

-20.54%

-11.77%

Max Drawdown (1Y)

Largest decline over 1 year

-6.08%

-3.79%

-2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-11.99%

-11.69%

-0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-11.99%

-11.69%

-0.30%

Max Drawdown (10Y)

Largest decline over 10 years

-32.31%

-20.54%

-11.77%

Current Drawdown

Current decline from peak

-0.70%

-0.42%

-0.28%

Average Drawdown

Average peak-to-trough decline

-3.47%

-2.67%

-0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

1.24%

+0.21%

Volatility

LVHI vs. FTLS - Volatility Comparison

Franklin International Low Volatility High Dividend Index ETF (LVHI) has a higher volatility of 2.48% compared to First Trust Long/Short Equity ETF (FTLS) at 2.15%. This indicates that LVHI's price experiences larger fluctuations and is considered to be riskier than FTLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LVHIFTLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.48%

2.15%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

5.86%

+1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

9.46%

8.54%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.05%

10.53%

+0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.70%

11.23%

+2.47%

LVHI vs. FTLS - Expense Ratio Comparison

LVHI has a 0.40% expense ratio, which is lower than FTLS's 1.38% expense ratio.


Dividends

LVHI vs. FTLS - Dividend Comparison

LVHI's dividend yield for the trailing twelve months is around 4.51%, more than FTLS's 0.88% yield.


PositionTTM20252024202320222021202020192018201720162015
FTLS
First Trust Long/Short Equity ETF
0.88%1.07%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%
LVHI
Franklin International Low Volatility High Dividend Index ETF
4.51%4.92%3.98%8.12%7.74%4.13%3.97%6.67%10.67%3.38%2.02%0.00%

Frequently Asked Questions


LVHI and FTLS have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LVHI has higher volatility (2.48%) compared to FTLS (2.15%). In terms of maximum drawdown, LVHI dropped -32.31% vs FTLS's -20.54%.

On 10-year performance, LVHI leads with 11.87% vs 9.59% for FTLS. On fees, LVHI is cheaper at 0.40% per year. On volatility, FTLS has been the lower-risk option at 2.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, LVHI has performed better with a 11.87% return vs 9.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LVHI is cheaper with a 0.40% expense ratio, compared with 1.38% for FTLS.

LVHI has the higher dividend yield at 4.51%, compared with 0.88% for FTLS.

LVHI is categorized as Dividend, while FTLS is Long-Short. They also come from different issuers: Franklin Templeton and First Trust. Their fees differ too: 0.40% for LVHI and 1.38% for FTLS.

LVHI currently has the higher Sharpe Ratio (3.72 vs 1.57), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for LVHI and FTLS

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